BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558): Difference between revisions

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+Backward stochastic differential equations and integral-partial differential equations
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+Inf-convolution of risk measures and optimal risk transfer
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+Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging
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+BSDEs with polynomial growth generators
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+BSDEs under partial information and financial applications
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+Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps
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+On the Hellinger type distances for filtered experiments
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+Backward Stochastic Differential Equations in Finance
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+BSDEs with monotone generator and two irregular reflecting barriers
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+A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem
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+Adapted solution of a backward stochastic differential equation
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+BSDEs with jumps, optimization and applications to dynamic risk measures
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+Backward stochastic differential equations with jumps and related nonlinear expectations
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+Theory of stochastic differential equations with jumps and applications.
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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